S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.4813	6.99
$α$	0.1617	6.84
$β$	0.6357	10.14
$γ_{1}$	0.1058	1.34
$γ_{2}$	-0.2739	-1.95
$γ_{3}$	0.3779	3.17
$γ_{4}$	-0.4136	-4.76
$γ_{5}$	0.3291	4.70
$γ_{6}$	0.0003	0.00
$γ_{7}$	-0.3105	-4.08
$γ_{8}$	0.2771	4.15
$γ_{9}$	-0.2319	-3.41
$γ_{10}$	0.2385	4.02

V-Lab

MMA Offshore Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MMA Offshore Ltd Analyses